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IDEXX Laboratories, Inc. Common Stock IDXX

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Market dataready · fetched 2026-11-13T02:51:21.351Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T21:23:33.334613601Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:51:20.858003+00:00

Share price$698.02
1D-1.7%
AH$697$701$704$708$7125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDXX
Sold putSold callAH

IDEXX Laboratories, Inc. Common Stock options

Live interpolated IDXX call and put midpoint premiums by absolute delta.IDEXX Laboratories, Inc. Common Stock$3.35$11.06$18.78$26.50$34.21$645.44$670.13$694.82$719.51$744.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDXX spot · $698.02IDXX PRICE$4.18$5.01$6.02$7.13$8.85$10.82$12.80$14.87$16.93$19.70$22.76$26.82$31.89$4.45$5.39$6.35$7.62$9.16$11.15$13.13$15.39$17.70$20.46$23.99$27.74$31.99
PutsCheap0.77×
CallsCheap0.89×
SkewBullish-0.62 pp
Implied moveBalanced±$25.93
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ733.2437.3%5.6%668.4036.7%4.9%
25Δ723.5433.5%4.4%675.5834.4%4.0%
30Δ716.8931.3%3.6%682.3231.4%3.2%
35Δ711.5530.0%3.0%687.0730.4%2.7%
40Δ707.2330.3%2.6%691.5030.0%2.2%
45Δ703.3431.2%2.3%695.4430.4%2.0%
50Δ699.4131.9%2.0%699.3730.8%1.7%
55Δ695.3231.6%1.7%703.4030.8%1.4%
60Δ691.2231.3%1.5%707.4630.6%1.2%
65Δ686.8131.4%1.2%711.8030.6%1.0%
70Δ682.2831.6%1.0%716.6331.0%0.8%
75Δ676.9032.4%0.8%721.6631.2%0.6%
80Δ670.6833.6%0.7%727.1030.9%0.4%

20Δ

Calls
Pseudo strike
733.24
IV
37.3%
B/E move
5.6%
Puts
Pseudo strike
668.40
IV
36.7%
B/E move
4.9%

25Δ

Calls
Pseudo strike
723.54
IV
33.5%
B/E move
4.4%
Puts
Pseudo strike
675.58
IV
34.4%
B/E move
4.0%

30Δ

Calls
Pseudo strike
716.89
IV
31.3%
B/E move
3.6%
Puts
Pseudo strike
682.32
IV
31.4%
B/E move
3.2%

35Δ

Calls
Pseudo strike
711.55
IV
30.0%
B/E move
3.0%
Puts
Pseudo strike
687.07
IV
30.4%
B/E move
2.7%

40Δ

Calls
Pseudo strike
707.23
IV
30.3%
B/E move
2.6%
Puts
Pseudo strike
691.50
IV
30.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
703.34
IV
31.2%
B/E move
2.3%
Puts
Pseudo strike
695.44
IV
30.4%
B/E move
2.0%

50Δ

Calls
Pseudo strike
699.41
IV
31.9%
B/E move
2.0%
Puts
Pseudo strike
699.37
IV
30.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
695.32
IV
31.6%
B/E move
1.7%
Puts
Pseudo strike
703.40
IV
30.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
691.22
IV
31.3%
B/E move
1.5%
Puts
Pseudo strike
707.46
IV
30.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
686.81
IV
31.4%
B/E move
1.2%
Puts
Pseudo strike
711.80
IV
30.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
682.28
IV
31.6%
B/E move
1.0%
Puts
Pseudo strike
716.63
IV
31.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
676.90
IV
32.4%
B/E move
0.8%
Puts
Pseudo strike
721.66
IV
31.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
670.68
IV
33.6%
B/E move
0.7%
Puts
Pseudo strike
727.10
IV
30.9%
B/E move
0.4%

Options history

IV · four-Friday blend41.20%
Daily close
IDXX29.0%35.5%42.1%2026-08-14: 30.56%2026-08-17: 31.08%2026-08-18: 31.09%2026-08-19: 31.88%2026-08-20: 34.98%2026-08-21: 31.10%2026-08-24: 32.35%2026-08-25: 31.32%2026-08-26: 31.93%2026-08-27: 30.82%2026-08-28: 29.87%2026-08-31: 31.00%2026-09-01: 30.53%2026-09-02: 30.76%2026-09-03: 30.80%2026-09-04: 30.90%2026-09-08: 32.40%2026-09-09: 32.15%2026-09-10: 31.99%2026-09-11: 32.39%2026-09-14: 33.62%2026-09-15: 33.40%2026-09-16: 34.85%2026-09-17: 38.05%2026-09-18: 33.21%2026-09-21: 33.41%2026-09-22: 33.46%2026-09-23: 33.52%2026-09-24: 34.09%2026-09-25: 33.31%2026-09-28: 33.38%2026-09-29: 33.47%2026-09-30: 33.32%2026-10-01: 33.56%2026-10-02: 33.41%2026-10-05: 32.96%2026-10-06: 34.20%2026-10-07: 34.53%2026-10-08: 35.28%2026-10-09: 35.48%2026-10-12: 35.36%2026-10-13: 36.49%2026-10-14: 37.16%2026-10-15: 37.65%2026-10-16: 35.54%2026-10-19: 36.19%2026-10-20: 36.76%2026-10-21: 36.12%2026-10-22: 36.98%2026-10-23: 37.64%2026-10-26: 38.11%2026-10-27: 38.23%2026-10-28: 37.91%2026-10-29: 38.65%2026-10-30: 41.20%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
30.56%
31.08%
31.09%
31.88%
34.98%
31.10%
32.35%
31.32%
31.93%
30.82%
29.87%
31.00%
30.53%
30.76%
30.80%
30.90%
32.40%
32.15%
31.99%
32.39%
33.62%
33.40%
34.85%
38.05%
33.21%
33.41%
33.46%
33.52%
34.09%
33.31%
33.38%
33.47%
33.32%
33.56%
33.41%
32.96%
34.20%
34.53%
35.28%
35.48%
35.36%
36.49%
37.16%
37.65%
35.54%
36.19%
36.76%
36.12%
36.98%
37.64%
38.11%
38.23%
37.91%
38.65%
41.20%